+769.3%
VST vs CCI
-51.4%
+820.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.8% |
| 7D | +8.9% | -0.4% | +9.3% | +8.9% |
| 30D | +6.2% | +2.7% | +3.5% | +5.8% |
| 3M | -2.7% | -18.2% | +15.5% | 0.0% |
| 6M | -8.4% | -14.8% | +6.4% | -6.6% |
| YTD | -7.2% | -12.6% | +5.4% | -6.0% |
| 1Y | -20.9% | -16.7% | -4.2% | -19.3% |
| 3Y | +384.0% | -10.5% | +394.5% | +364.7% |
| All | +769.3% | -51.4% | +820.8% | +1,042.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling